I worked at an AMC theater when I was in High School. The "no outside food" sign was up, but we didn't search anyone's bags. My manager told the guests the main reason was the liability issue over spilled outside food, but I'm sure it was more because of $$.
Unless you're obviously carting in a bunch of food (McDonald's bag in your hand), no one is going to say anything. I see no problem with discreetly bringing in small snacks that don't make a mess in a purse or something, as long as the trash is disposed of properly.
I definitely would not consider it unethical.
I work at a movie theater and the general consensus is that so long as you pick up the trash, we aren't going to kick you out of the theater or anything. We know people do it.
Now, if you decide to leave your box or wrapper on the floor, we get pretty annoyed. But at that point there isn't much we can do.
I noticed when we were leaving the theater when we saw Jurassic World there was trash all over the floor. What is it about the movie theater that people think its okay to just leave their garbage all over? There are garbage cans just outside the theater doors and all along the hallway. I feel for you guys.
I don't sneak food in, but we don't go to the movies all that often. We go to the drive-ins and I love it because you can bring a carload full of food!